+2.6%
AVTR vs QID
-97.3%
+99.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | +0.9% |
| 7D | -2.0% | +2.7% | -4.8% | -1.0% |
| 30D | +8.1% | +3.3% | +4.7% | +9.6% |
| 3M | +54.2% | -5.5% | +59.7% | +51.7% |
| 6M | +82.6% | -28.4% | +111.0% | +63.1% |
| YTD | +29.8% | -26.6% | +56.4% | +17.8% |
| 1Y | +18.0% | -34.1% | +52.1% | +3.3% |
| 3Y | -26.4% | -73.7% | +47.2% | -51.7% |
| 5Y | -64.8% | -80.7% | +15.8% | -76.2% |
| All | +2.6% | -97.3% | +99.9% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling